50% VT 50% Cash

Portfolio Specification

Assets

VANGUARD TOTAL WORLD STOCK INDEX FUND ETF SHARES (VT) 50.00%
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) 50.00%

Policy

Rebalancing Interval Annually
Weights Algorithm Constant Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Anyone who has a link can see this portfolio.

Policy Report

Backtest Report

From to (18y 13d)

Returns (annualized)

Portfolio 5.44%
Benchmark 12.39%

Risk (annualized)

Portfolio 9.66%
Benchmark 19.79%

Sharpe (annualized)

Portfolio 0.46
Benchmark 0.62

Excess Return (annualized)

-6.95%

Tracking Error (annualized)

11.13%

Information Ratio

-0.62
Statistic Portfolio Benchmark
Downside Volatility 10.37% 21.00%
Sortino Ratio 0.43 0.59
Calmar Ratio 0.16 0.26
Ulcer Index 15.38 15.04
Max Drawdown 26.99% 47.17%
VaR (99% Confidence) $-2,246 $-4,603
VaR (99.9% Confidence) $-2,983 $-6,115
Beta to Benchmark 0.46 N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

8.64

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Market Factor 0.4938 0.9834 -0.4897
Size Factor 0.0199 -0.0581 0.0780
Style Factor 0.0060 0.0120 -0.0060
U.S. Tilt (Non U.S.) 0.0075 0.3956 -0.3881

Adjusted R2

Portfolio 0.96
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution